+161.2%
PANW vs PPG
-17.4%
+178.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -0.8% | -6.2% | +5.5% | +0.7% |
| 30D | -14.6% | -7.9% | -6.6% | -12.9% |
| 3M | +18.3% | -10.2% | +28.5% | +21.1% |
| 6M | +100.5% | +2.7% | +97.8% | +97.1% |
| YTD | +79.5% | +4.9% | +74.6% | +73.3% |
| 1Y | +66.7% | -3.2% | +69.9% | +66.0% |
| 3Y | +161.2% | -17.0% | +178.2% | +154.4% |
| All | +161.2% | -17.4% | +178.6% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling